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The Japanese Quantitative Easing Policy under Scrutiny: A Time-Varying Parameter Factor-Augmented VAR Model [PDF]
Interest rates in several countries have recently been decreased to exceptionally low levels and a Quantitative Easing Monetary Policy (QEMP) has been adopted by most major central banks.
Moussa, Zakaria
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Foundations of the Goldilocks Economy: Supply Shocks and the Time-Varying NAIRU [PDF]
macroeconomics, Foundations, Goldilocks Economy, Supply Shocks, Time-Varying ...
Robert J. Gordon
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Valid Inference in Partially Unstable GMM Models [PDF]
The paper considers time series GMM models where a subset of the parameters are time varying. The magnitude of the time variation in the unstable parameters is such that efficient tests detect the instability with (possibly high) probability smaller than
Li, Hong, Mueller, Ulrich
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Correction of Time-varying PMU Phase Angle Deviation with Unknown Transmission Line Parameters
CSEE Journal of Power and Energy Systems, 2023 Ancheng Xue +6 more
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Idiographic Time-Varying Networks of Personality Facets
Modern theories conceptualize personality as a dynamic system of interacting psychological states, a perspective that echoes early accounts. These early theorists also emphasized the continual differentiation of personality, viewing ongoing change as ...
Colin J. Lee, Emorie D Beck
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The time-varying parameter model
2022This chapter introduces a general form of the time-varying parameter (TVP) model. Unlike most traditional econometric models, which are based on fixed-parameter estimation, the TVP model can capture the dynamics of parameters over the sample period based on the recursive Kalman filter (KF) algorithm. When applied to tourism demand analysis, this unique
Li, Gang +2 more
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Stability of Circuits With Randomly Time-Varying Parameters
IRE Transactions on Circuit Theory, 1959This paper is concerned with the stability, in a stochastic sense, of circuits or systems described by ordinary differential equations with randomly time varying parameters. Sufficient conditions for stability in the mean square are obtained by an extension of "Lyapunov's Second Method" to stochastic problems.
J. E. Bertram, P. E. Sarachik
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ON THE STABILITY OF SYSTEMS WITH MIXED TIME-VARYING PARAMETERS
International Journal of Robust and Nonlinear Control, 1997Summary: The well-known scaled small gain condition guarantees stability for a linear time invariant system subject to bounded complex nonlinear and/or time-varying perturbations. A polynomial time computable condition is derived that can be substantially less conservative for gain scheduled and other multivariable systems with repeated real time ...
Braatz, Richard D., Morari, Manfred
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Time-Varying Parameters Prediction
Annals of the Institute of Statistical Mathematics, 2000zbMATH Open Web Interface contents unavailable due to conflicting licenses.
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Time-varying parameters: a critical introduction
Structural Change and Economic Dynamics, 1995Abstract One of the assumptions behind standard econometric techniques is that coefficients are fixed throughout the whole sample period or over all the cross-sectional units. This implies that the economic structure generating the data does not change, but the parameters characterizing the micro-units, along with their aggregate counterparts, do ...
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